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Semiparametric multivariate volatility models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310